2 papers
math.PR2009
Backward SDEs with superquadratic growth
Freddy Delbaen, Ying Hu, Xiaobo Bao
In this paper, we discuss the solvability of backward stochastic differential equations (BSDEs) with superquadratic generators. We first prove that given a superquadratic generator…
math.PR2006
Filtration-Consistent Dynamic Operator with a Floor and Associated Reflected Backward Stochastic Differential Equations
Xiaobo Bao, Shanjian Tang
This paper introduces the notion of a filtration-consistent dynamic operator with a floor, by suitably formulating four axioms. It is shown that under some suitable conditions, a f…